WORKING PAPERS
| “Did Subjectivity Play a Role in CDO Credit Ratings?” with Dragon Tang | Working Paper | |||
"Why does the Reaction to News Announcements Vary across Countries?" with Nicholas H. Hirschey and Patrick J. Kelly |
Working Paper | |||
Examining the Dark Side of Financial Markets: Evidence from Short-Term Institutional Trading Prior to Major Events,” with Tao Shu and Selim Topaloglu |
Working Paper | |||
"Who Drove and Burst the Tech Bubble?", with Jeffrey Harris and Selim Topaloglu |
Working Paper | |||
PUBLISHED or FORTHCOMING ARTICLES
| "Are Emerging Markets More Profitable? Implications for Comparing Weak and Semi-Strong Form Efficiency" with Patrick J. Kelly and Federico Nardari, conditionally accepted at The Review of Financial Studies | Working Paper | |||
| “How Smart are the Smart Guys? A Unique View from Hedge Fund Stock Holdings” with Jin Xu, 2009, The Review of Financial Studies 22, 2531-2570. | ||||
"Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries", with Federico Nardari and René M. Stulz, 2007, The Review of Financial Studies 20, 905-951. |
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| “Why are IPO Investors Net Buyers through Lead Underwriters?” with Jeffrey Harris and Selim Topaloglu, 2007, Journal of Financial Economics 85, 518-551. | Published paper | |||
“Does Exchange Rate Exposure Matter?” with Craig Doidge and Rohan Williamson, 2006, Journal of Empirical Finance 13, 550-576. |
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| “The Informational Content of Option Volume Prior to Takeovers,” with Charles Cao and Zhiwu Chen, 2005, Journal of Business 78, 1073-1109. | ||||
| “Global Momentum Strategies: A Portfolio Perspective,” with Susan Ji and Spencer Martin, 2005, Journal of Portfolio Management (Winter), 23-39. | ||||
| “Are Daily Cross-border Equity Flows: Pushed or Pulled?” with Federico Nardari and René M. Stulz, 2004, The Review of Economics and Statistics 86 (August), 642-657. |
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| “The Dynamics of Institutional and Individual Trading,” with Jeffrey Harris and Selim Topaloglu, 2003, Journal of Finance 58 (December), 2285-2320. | ||||
| “Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole,” with Susan Ji and Spencer Martin, 2003, Journal of Finance 58 (December), 2515-1547. | ||||
| “Does Book-to-Market Equity Proxy for Distress Risk?” with Mike Lemmon, 2002, Journal of Finance 57, 2317-2336. | ||||
| “Are the Fama and French Factors Global or Country-Specific?” 2002, Review of Financial Studies 15, 783-803. | ||||
| “International Competition and Exchange Rate Shocks: A Cross-Country Industry Analysis,” with René M. Stulz, 2001, Review of Financial Studies 14, 215-241. | ||||
| “Another Look at the Role of the Industrial Structure of Markets for International Diversification Strategies,” with G. Andrew Karolyi, 1998, Journal of Financial Economics 50, 351-373. | ||||